+292.6%
APP vs PSX
+274.8%
+17.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +9.9% |
| 7D | +71.2% | -13.1% | +84.3% | +74.5% |
| 30D | +39.1% | -9.5% | +48.6% | +40.3% |
| 3M | +16.5% | +20.2% | -3.6% | +10.4% |
| 6M | -16.6% | +44.9% | -61.5% | -24.9% |
| YTD | -41.9% | +94.4% | -136.3% | -52.1% |
| 1Y | -37.0% | +83.1% | -120.1% | -47.3% |
| 3Y | +892.4% | +132.2% | +760.3% | +656.7% |
| All | +292.6% | +274.8% | +17.8% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling